+91.1%
PCG vs LOW
+40,328.9%
-40,237.8%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.8% | +0.7% |
| 7D | -0.5% | +8.7% | -9.1% | -2.2% |
| 30D | +0.8% | +25.5% | -24.7% | -3.9% |
| 3M | -22.0% | +6.6% | -28.6% | -23.2% |
| 6M | -17.1% | +2.4% | -19.5% | -17.7% |
| YTD | -16.9% | -1.7% | -15.1% | -17.0% |
| 1Y | -19.1% | +1.7% | -20.8% | -19.8% |
| 3Y | -19.4% | +26.6% | -46.0% | -24.1% |
| 5Y | +9.0% | +10.1% | -1.1% | +4.8% |
| 10Y | -76.2% | +303.3% | -379.5% | -82.0% |
| All | +91.1% | +40,328.9% | -40,237.8% | -18.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LOW.
Daily Out/Under-Performance
Portfolio return minus LOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LOW return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded LOW wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling